+179.9%
VRTX vs TW
+206.7%
-26.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -5.6% | -4.5% | -1.1% | -4.7% |
| 30D | -2.0% | -2.3% | +0.3% | -1.6% |
| 3M | +15.8% | +2.6% | +13.2% | +14.6% |
| 6M | +4.7% | -17.5% | +22.2% | +8.6% |
| YTD | +13.7% | -5.3% | +19.0% | +13.6% |
| 1Y | +29.7% | -14.8% | +44.5% | +32.9% |
| 3Y | +48.4% | +18.8% | +29.6% | +36.4% |
| 5Y | +173.3% | +20.7% | +152.6% | +144.8% |
| All | +179.9% | +206.7% | -26.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling